+100.6%
CTSH vs IEMG
+143.9%
-43.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.1% | -3.9% | -3.9% |
| 7D | -5.5% | +2.8% | -8.3% | -7.2% |
| 30D | +4.5% | +4.6% | -0.1% | +1.4% |
| 3M | +13.7% | +5.5% | +8.2% | +7.5% |
| 6M | -8.4% | +19.7% | -28.1% | -22.1% |
| YTD | -26.5% | +25.5% | -52.0% | -40.0% |
| 1Y | -13.9% | +35.5% | -49.5% | -33.8% |
| 3Y | -11.3% | +88.0% | -99.3% | -47.2% |
| 5Y | -14.8% | +50.6% | -65.4% | -40.3% |
| 10Y | +22.5% | +138.4% | -115.8% | -41.2% |
| All | +100.6% | +143.9% | -43.3% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IEMG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling